2014-09-23 |
MARKET DATA |
No 183 (2465) |
MARKET SUMMARY1 |
SECURITIES |
Cash market trade |
Repo market trade |
Total market turnover |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
Nominal trading value |
Trading value |
No of trades |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
(M) |
(M) |
(pcs) |
T-bonds PLN |
1 677,50 |
1 849,50 |
130 |
2 540,00 |
2 630,66 |
22 |
4 217,50 |
4 480,16 |
152 |
T-bonds EUR |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
T-bills |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
0,00 |
0,00 |
0 |
CASH MARKET SUMMARY - T-BONDS PLN |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(PLN M) |
(pcs) |
PS0415 |
PL0000105953 |
102,01 |
102,03 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0715 |
PL0000107405 |
98,40 |
98,42 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1015 |
PL0000103602 |
104,50 |
104,54 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
OK0116 |
PL0000107587 |
97,43 |
97,42 |
97,430 |
97,430 |
97,430 |
97,430 |
97,430 |
45 000 |
43,84 |
1 |
PS0416 |
PL0000106340 |
104,67 |
104,67 |
104,670 |
104,670 |
104,670 |
104,670 |
104,670 |
35 000 |
37,37 |
2 |
OK0716 |
PL0000107926 |
96,49 |
96,48 |
96,490 |
96,490 |
96,490 |
96,490 |
96,490 |
5 000 |
4,82 |
1 |
PS1016 |
PL0000106795 |
105,61 |
105,61 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0417 |
PL0000107058 |
106,74 |
106,77 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1017 |
PL0000104543 |
109,42 |
109,38 |
109,430 |
109,450 |
109,390 |
109,400 |
109,427 |
385 000 |
439,84 |
17 |
PS0418 |
PL0000107314 |
105,38 |
105,34 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
PS0718 |
PL0000107595 |
101,04 |
100,99 |
101,030 |
101,050 |
101,030 |
101,050 |
101,039 |
45 000 |
45,66 |
4 |
PS0719 |
PL0000108148 |
104,18 |
104,06 |
104,120 |
104,150 |
104,070 |
104,070 |
104,110 |
77 500 |
81,11 |
8 |
DS1019 |
PL0000105441 |
114,96 |
114,85 |
114,940 |
114,940 |
114,850 |
114,850 |
114,876 |
35 000 |
41,97 |
2 |
DS1020 |
PL0000106126 |
115,28 |
115,15 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
DS1021 |
PL0000106670 |
119,40 |
119,10 |
119,320 |
119,320 |
119,100 |
119,100 |
119,271 |
35 000 |
43,59 |
5 |
WS0922 |
PL0000102646 |
120,65 |
120,45 |
120,450 |
120,680 |
120,420 |
120,420 |
120,517 |
30 000 |
36,16 |
3 |
DS1023 |
PL0000107264 |
108,40 |
108,15 |
108,350 |
108,400 |
108,090 |
108,100 |
108,255 |
500 000 |
559,63 |
45 |
DS0725 |
PL0000108197 |
102,10 |
101,71 |
102,000 |
102,160 |
101,630 |
101,800 |
101,952 |
275 000 |
281,89 |
24 |
WS0428 |
PL0000107611 |
94,80 |
95,56 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WS0429 |
PL0000105391 |
128,47 |
128,26 |
128,000 |
128,500 |
128,000 |
128,450 |
128,375 |
50 000 |
65,39 |
6 |
WS0437 |
PL0000104857 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
IZ0816 |
PL0000103529 |
103,25 |
103,40 |
103,250 |
103,250 |
103,250 |
103,250 |
103,250 |
25 000 |
33,22 |
1 |
IZ0823 |
PL0000105359 |
110,11 |
110,45 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0115 |
PL0000106480 |
100,24 |
100,24 |
100,240 |
100,240 |
100,240 |
100,240 |
100,240 |
15 000 |
15,10 |
2 |
WZ0117 |
PL0000106936 |
100,16 |
100,19 |
100,160 |
100,160 |
100,160 |
100,160 |
100,160 |
5 000 |
5,03 |
1 |
WZ0118 |
PL0000104717 |
100,04 |
100,07 |
100,020 |
100,020 |
100,020 |
100,020 |
100,020 |
20 000 |
20,09 |
2 |
WZ0119 |
PL0000107603 |
99,95 |
99,97 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
WZ0121 |
PL0000106068 |
99,28 |
99,27 |
99,270 |
99,300 |
99,270 |
99,300 |
99,288 |
95 000 |
94,75 |
6 |
WZ0124 |
PL0000107454 |
98,25 |
98,30 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
1 677 500 |
1 849,50 |
130 |
CASH MARKET SUMMARY - T-BONDS EUR |
Bond |
ISIN |
Best bid/offer |
TRANSACTIONS - Prices2 |
TURNOVER1 |
Buy |
Sell |
First |
High |
Low |
Last |
Average3 |
Trading volume |
Trading value |
No of transactions |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(%) |
(pcs) |
(EUR M) |
(pcs) |
EUR0216 |
XS0242491230 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0317 |
XS0498285351 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0618 |
XS0371500611 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0119 |
XS0874841066 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0420 |
XS0210314299 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0321 |
XS0543882095 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0122 |
XS0282701514 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0123 |
XS0794399674 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0124 |
XS1015428821 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0724 |
XS0841073793 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
EUR0125 |
XS0479333311 |
0,00 |
0,00 |
0,000 |
0,000 |
0,000 |
0,000 |
0,000 |
0 |
0,00 |
0 |
TOTAL |
0 |
0,00 |
0 |
FIXING - T-BONDS (9:30 AM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,22 |
100,26 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
101,99 |
102,05 |
1,99 |
1,89 |
102,02 |
1,94 |
OK0715 |
PL0000107405 |
98,37 |
98,45 |
2,00 |
1,90 |
98,41 |
1,95 |
DS1015 |
PL0000103602 |
104,47 |
104,56 |
2,02 |
1,94 |
104,52 |
1,97 |
OK0116 |
PL0000107587 |
97,38 |
97,46 |
2,01 |
1,95 |
97,42 |
1,98 |
PS0416 |
PL0000106340 |
104,65 |
104,72 |
1,97 |
1,93 |
104,69 |
1,95 |
OK0716 |
PL0000107926 |
96,44 |
96,55 |
2,00 |
1,93 |
96,50 |
1,96 |
IZ0816 |
PL0000103529 |
103,12 |
103,61 |
--- |
--- |
103,37 |
--- |
PS1016 |
PL0000106795 |
105,56 |
105,66 |
1,99 |
1,95 |
105,61 |
1,97 |
WZ0117 |
PL0000106936 |
100,12 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,69 |
106,85 |
2,05 |
1,99 |
106,77 |
2,02 |
DS1017 |
PL0000104543 |
109,29 |
109,46 |
2,10 |
2,05 |
109,38 |
2,07 |
WZ0118 |
PL0000104717 |
100,01 |
100,11 |
--- |
--- |
100,06 |
--- |
PS0418 |
PL0000107314 |
105,30 |
105,52 |
2,19 |
2,13 |
105,41 |
2,16 |
PS0718 |
PL0000107595 |
100,94 |
101,13 |
2,24 |
2,19 |
101,04 |
2,21 |
WZ0119 |
PL0000107603 |
99,92 |
100,01 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
104,09 |
104,33 |
2,34 |
2,29 |
104,21 |
2,32 |
DS1019 |
PL0000105441 |
114,89 |
115,13 |
2,35 |
2,31 |
115,01 |
2,33 |
DS1020 |
PL0000106126 |
115,19 |
115,50 |
2,52 |
2,47 |
115,35 |
2,50 |
WZ0121 |
PL0000106068 |
99,15 |
99,31 |
--- |
--- |
99,23 |
--- |
DS1021 |
PL0000106670 |
119,25 |
119,54 |
2,72 |
2,68 |
119,40 |
2,70 |
WS0922 |
PL0000102646 |
120,51 |
120,83 |
2,84 |
2,80 |
120,67 |
2,82 |
IZ0823 |
PL0000105359 |
109,91 |
110,71 |
--- |
--- |
110,31 |
--- |
DS1023 |
PL0000107264 |
108,22 |
108,48 |
2,95 |
2,92 |
108,35 |
2,94 |
WZ0124 |
PL0000107454 |
98,16 |
98,34 |
--- |
--- |
98,25 |
--- |
DS0725 |
PL0000108197 |
101,75 |
102,07 |
3,05 |
3,02 |
101,91 |
3,04 |
WS0429 |
PL0000105391 |
128,02 |
128,88 |
3,29 |
3,23 |
128,45 |
3,26 |
FIXING - T-BONDS (4:30 PM) |
Bond |
ISIN |
Buy |
Sell |
YTM Buy |
YTM Sell |
Fixing |
YTM Fix |
(PLN) |
(PLN) |
(%) |
(%) |
(PLN) |
(%) |
WZ0115 |
PL0000106480 |
100,22 |
100,26 |
--- |
--- |
100,24 |
--- |
PS0415 |
PL0000105953 |
102,00 |
102,05 |
1,97 |
1,89 |
102,03 |
1,92 |
OK0715 |
PL0000107405 |
98,37 |
98,45 |
2,00 |
1,90 |
98,41 |
1,95 |
DS1015 |
PL0000103602 |
104,48 |
104,57 |
2,01 |
1,93 |
104,53 |
1,96 |
OK0116 |
PL0000107587 |
97,37 |
97,45 |
2,02 |
1,95 |
97,41 |
1,99 |
PS0416 |
PL0000106340 |
104,63 |
104,73 |
1,98 |
1,92 |
104,68 |
1,95 |
OK0716 |
PL0000107926 |
96,41 |
96,54 |
2,01 |
1,94 |
96,48 |
1,97 |
IZ0816 |
PL0000103529 |
103,09 |
103,56 |
--- |
--- |
103,33 |
--- |
PS1016 |
PL0000106795 |
105,54 |
105,66 |
2,00 |
1,95 |
105,60 |
1,97 |
WZ0117 |
PL0000106936 |
100,13 |
100,21 |
--- |
--- |
100,17 |
--- |
PS0417 |
PL0000107058 |
106,65 |
106,81 |
2,07 |
2,01 |
106,73 |
2,04 |
DS1017 |
PL0000104543 |
109,27 |
109,42 |
2,11 |
2,06 |
109,35 |
2,08 |
WZ0118 |
PL0000104717 |
100,01 |
100,09 |
--- |
--- |
100,05 |
--- |
PS0418 |
PL0000107314 |
105,27 |
105,43 |
2,20 |
2,15 |
105,35 |
2,18 |
PS0718 |
PL0000107595 |
100,87 |
101,06 |
2,26 |
2,21 |
100,97 |
2,23 |
WZ0119 |
PL0000107603 |
99,92 |
100,02 |
--- |
--- |
99,97 |
--- |
PS0719 |
PL0000108148 |
103,98 |
104,14 |
2,37 |
2,33 |
104,06 |
2,35 |
DS1019 |
PL0000105441 |
114,64 |
114,90 |
2,40 |
2,35 |
114,77 |
2,38 |
DS1020 |
PL0000106126 |
114,85 |
115,20 |
2,58 |
2,52 |
115,03 |
2,55 |
WZ0121 |
PL0000106068 |
99,21 |
99,35 |
--- |
--- |
99,28 |
--- |
DS1021 |
PL0000106670 |
118,86 |
119,18 |
2,78 |
2,73 |
119,02 |
2,75 |
WS0922 |
PL0000102646 |
120,30 |
120,57 |
2,87 |
2,84 |
120,44 |
2,85 |
IZ0823 |
PL0000105359 |
109,88 |
110,64 |
--- |
--- |
110,26 |
--- |
DS1023 |
PL0000107264 |
108,02 |
108,27 |
2,98 |
2,95 |
108,15 |
2,96 |
WZ0124 |
PL0000107454 |
98,21 |
98,37 |
--- |
--- |
98,29 |
--- |
DS0725 |
PL0000108197 |
101,59 |
101,83 |
3,07 |
3,05 |
101,71 |
3,06 |
WS0429 |
PL0000105391 |
127,82 |
128,69 |
3,31 |
3,24 |
128,26 |
3,28 |
REPO MARKET |
Special Repo Trades (PLN) |
T-Bonds |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
DS1019 |
PL0000105441 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
200 |
DS1020 |
PL0000106126 |
0/1 |
1 |
2,200 |
2,200 |
2,200 |
10 |
PS1016 |
PL0000106795 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
105 |
PS0719 |
PL0000108148 |
0/1 |
1 |
2,400 |
2,400 |
2,400 |
210 |
DS0725 |
PL0000108197 |
0/1 |
1 |
2,300 |
2,300 |
2,300 |
210 |
WS0429 |
PL0000105391 |
1/2 |
1 |
2,300 |
2,300 |
2,300 |
10 |
DS1021 |
PL0000106670 |
1/2 |
1 |
2,390 |
2,410 |
2,403 |
90 |
OK0116 |
PL0000107587 |
1/2 |
1 |
2,440 |
2,440 |
2,440 |
300 |
PS0718 |
PL0000107595 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
30 |
DS0725 |
PL0000108197 |
1/2 |
1 |
2,380 |
2,400 |
2,387 |
90 |
WZ0121 |
PL0000106068 |
1/2 |
1 |
2,400 |
2,400 |
2,400 |
45 |
PS0418 |
PL0000107314 |
1/6 |
5 |
2,420 |
2,420 |
2,420 |
55 |
PS0416 |
PL0000106340 |
1/8 |
7 |
2,400 |
2,430 |
2,426 |
140 |
PS1016 |
PL0000106795 |
1/8 |
7 |
2,370 |
2,370 |
2,370 |
35 |
PS0418 |
PL0000107314 |
1/8 |
7 |
2,420 |
2,430 |
2,428 |
160 |
TOTAL |
1 690 |
General Collateral (GC) (PLN) |
T-Bond |
ISIN |
Duration |
Repo rate |
Nominal trading value |
Name |
Days |
Low |
High |
Average |
(PLN M) |
(%) |
(%) |
(%) |
GCZ |
G.C. Poland |
1/2 |
1 |
2,540 |
2,540 |
2,540 |
850 |
TOTAL |
850 |
1 The data include transactions concluded via RFQs.
2 The data do not include transactions concluded via RFQs.
3 Weighted average by volume.